prepare for test ...

Documents/BKP/bos-choch.mq5

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+//+------------------------------------------------------------------+
+//|                                                      BOS_CHOCH.mq5|
+//|                        Copyright 2023, MetaQuotes Software Corp. |
+//|                                             https://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2023, MetaQuotes Software Corp."
+#property link      "https://www.mql5.com"
+#property version   "1.00"
+#property indicator_chart_window
+#property indicator_buffers 2
+#property indicator_plots   2
+#property indicator_color1  clrGreen
+#property indicator_color2  clrRed
+#property indicator_width1  2
+#property indicator_width2  2
+
+// Indicator Buffers
+double BOSBuffer[];
+double CHOCHBuffer[];
+
+// Input parameters
+input int lookbackPeriod = 50; // Number of candles to look back for structure analysis
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+    // Set up indicator buffers
+    SetIndexBuffer(0, BOSBuffer, INDICATOR_DATA);
+    SetIndexBuffer(1, CHOCHBuffer, INDICATOR_DATA);
+    
+    // Set up indicator labels
+    IndicatorSetString(INDICATOR_SHORTNAME, "BOS & CHOCH Detector");
+    IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+    
+    return(INIT_SUCCEEDED);
+}
+
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+{
+    // Loop through all candles
+    for (int i = prev_calculated; i < rates_total; i++)
+    {
+        // Detect BOS (Break of Structure)
+        if (IsBOS(i, high, low, lookbackPeriod))
+        {
+            BOSBuffer[i] = high[i]; // Mark BOS on the chart
+        }
+        else
+        {
+            BOSBuffer[i] = EMPTY_VALUE;
+        }
+
+        // Detect CHOCH (Change of Character)
+        if (IsCHOCH(i, high, low, lookbackPeriod))
+        {
+            CHOCHBuffer[i] = low[i]; // Mark CHOCH on the chart
+        }
+        else
+        {
+            CHOCHBuffer[i] = EMPTY_VALUE;
+        }
+    }
+
+    return(rates_total);
+}
+
+//+------------------------------------------------------------------+
+//| Function to detect Break of Structure (BOS)                      |
+//+------------------------------------------------------------------+
+bool IsBOS(int index, const double &high[], const double &low[], int lookback)
+{
+    // Check if the current high is higher than the previous highs
+    for (int i = 1; i <= lookback; i++)
+    {
+        if (index - i >= 0 && high[index] <= high[index - i])
+        {
+            return false;
+        }
+    }
+    return true;
+}
+
+//+------------------------------------------------------------------+
+//| Function to detect Change of Character (CHOCH)                   |
+//+------------------------------------------------------------------+
+bool IsCHOCH(int index, const double &high[], const double &low[], int lookback)
+{
+    // Check if the current low is lower than the previous lows
+    for (int i = 1; i <= lookback; i++)
+    {
+        if (index - i >= 0 && low[index] >= low[index - i])
+        {
+            return false;
+        }
+    }
+    return true;
+}